%% This BibTeX bibliography file was created using BibDesk.
%% http://bibdesk.sourceforge.net/


%% Created for Nguyen Quoc Cuong at 2014-05-22 16:38:10 +0200 


%% Saved with string encoding Unicode (UTF-8) 



@booklet{CCRIF,
	Date-Added = {2014-05-22 14:25:32 +0000},
	Date-Modified = {2014-05-22 14:38:03 +0000},
	Keywords = {CCRIF, Jamaica},
	Month = {October},
	Title = {{CCRIF/SWISS Re Excess Rainfall Product, A Guide to Understanding this New Product}},
	Year = {2012}}

@proceedings{Taiwan,
	Author = {Lan-Fen Chu and Micheal McAller and Ching-Chung Chang},
	Date-Added = {2014-05-22 13:59:13 +0000},
	Date-Modified = {2014-05-22 14:33:35 +0000},
	Keywords = {Extreme Values},
	Month = {December},
	Organization = {The 2nd International Conference on Computer and Information Application},
	Title = {{Statistical Modelling of Extreme Rainfall in Taiwan}},
	Year = {2012}}

@article{Australia,
	Abstract = {ainfall over southwest Western Australia (SWWA; 32$\,^{\circ}$S southward and 118$\,^{\circ}$E westward) has been decreasing over the past decades, putting further constraints on water resources in an already dry area. In this study, daily rainfall over five geographically dispersed and homogenized weather stations within SWWA are analyzed. A peak over threshold method from the extreme value theory is used to model daily rainfall above a given threshold. The Mann--Whitney--Pittitt (change point) test was applied to detect changes in annual, winter (May--October), and summer (November--April) maximum daily rainfall. Change points for winter extreme daily rainfall were found around 1965, based on different individual stations, with the extreme daily rainfall reduced since then. To demonstrate the degree of change in the winter extreme daily rainfall, at 1965 the data were stratified, and generalized Pareto distributions were fitted to the tails of the distributions for daily rainfall in the prechange period of 1930--65 (including 1965) and the postchange period of 1966--2001. The fitted tail distributions also allow the estimation of probabilities and return periods of the daily rainfall extreme. Results show that return periods for the winter extreme daily rainfall have increased after 1965, implying that winter daily rainfall extremes in SWWA are lower after 1965 than they were before. There has been vigorous debate as to what forces the drying trend, that is, whether it is part of multidecadal variability or whether it is driven by secular forcings, such as increasing atmospheric CO2 concentration. In this paper, statistical modeling is also used to identify possible associated changes in atmospheric circulation. It is found that there is a change point near 1965 in a dominant atmospheric circulation mode of the Antarctic Oscillation (AAO). The result offers qualified support for the argument that the AAO may contribute to the drying trend.},
	Author = {Y. Li and W. Cai and E.P. Campell},
	Date-Added = {2014-05-22 13:57:13 +0000},
	Date-Modified = {2014-05-22 14:35:22 +0000},
	Journal = {Journal of Climate},
	Keywords = {Extreme Values},
	Month = {August},
	Title = {{Statistical Modeling of Extreme Rainfall in Southwest Western Australia}},
	Volume = {18},
	Year = {2004}}

@manual{Remote-Sensing,
	Author = {Srikantha Herath},
	Date-Added = {2014-05-22 13:51:51 +0000},
	Date-Modified = {2014-05-22 14:35:12 +0000},
	Keywords = {Remote Sensing},
	Month = {June},
	Organization = {Environment of Sustainable Development, United Nations University, Japan},
	Publisher = {International Training Program on Total Disaster Risk Management},
	Title = {{Flood Damage Estimation of an Urban Catchment Using Remote Sensing and GIS}},
	Year = {2003}}

@book{Nelsen,
	Author = {Roger B. Nelsen},
	Date-Added = {2014-05-22 13:32:56 +0000},
	Date-Modified = {2014-05-22 14:35:50 +0000},
	Edition = {2},
	Keywords = {Copula},
	Publisher = {Springer},
	Title = {{An Introduction to Copulas}},
	Year = {2006}}

@manual{HAC,
	Abstract = {We present a flexible class of hierarchical Archimedean copulas ca- pable of modelling high-dimensional joint distributions of asset returns with a richer rank correlation structure than existing models. We de- rive estimators and simulation techniques. The methods are applied to an illustrative portfolio consisting of a subset of Euro-Stoxx-50 stocks.
},
	Author = {Cornelia Savu and Mark Trede},
	Date-Added = {2014-05-22 13:28:54 +0000},
	Date-Modified = {2014-05-22 14:36:04 +0000},
	Institution = {Univerity of Muenster, Germany},
	Keywords = {Copula},
	Month = {February},
	Title = {{Hierarchical Archimedian Copulas}},
	Year = {2006}}

@article{CatBonds,
	Author = {J.David Cummins},
	Date-Added = {2014-05-22 13:24:43 +0000},
	Date-Modified = {2014-05-22 14:34:32 +0000},
	Journal = {Risk Management and Insurance Review},
	Keywords = {Cat Bonds},
	Number = {1},
	Pages = {23-47},
	Title = {{CAT Bonds and Other Risk-Linked Securities : State of the Market and Recent Developments}},
	Volume = {11},
	Year = {2008}}

@mastersthesis{Bendrane,
	Author = {M{\'e}lissa Bendrande},
	Date-Added = {2014-05-22 13:22:32 +0000},
	Date-Modified = {2014-05-22 14:33:20 +0000},
	Keywords = {Cat Bonds},
	Month = {September},
	School = {Universit{\'e} du Sud Toulon-Var},
	Title = {{La titrisation en assurance : le march{\'e} des Cat bonds, son fonctionnement et ses perspectives de d{\'e}veloppement}},
	Year = {2013}}

@article{Charpentier,
	Author = {Arthur Charpentier},
	Date-Added = {2014-05-22 12:50:44 +0000},
	Date-Modified = {2014-05-22 14:33:28 +0000},
	Journal = {FFSA/Direction Etudes, Statistiques et Syst{\`e}mes d'Information},
	Keywords = {Cat Bonds},
	Pages = {1-22},
	Title = {{Titrisation des riques catastrophes : les Cat-Bonds}},
	Year = {2002}}

@phdthesis{Muller,
	Author = {Aur{\'e}lie Muller},
	Date-Modified = {2014-05-22 14:35:42 +0000},
	Keywords = {Rain},
	School = {Universit{\'e} Montpellier II},
	Title = {{Comportement asymptotique de la distribution des pluies extr{\^e}mes en France}},
	Year = {2006}}

@book{Coles,
	Author = {Stuart Coles},
	Date-Modified = {2014-05-22 14:33:44 +0000},
	Keywords = {Extreme Values},
	Publisher = {Springer},
	Title = {{An Introduction to Statistical Modeling of Extreme Values}},
	Year = {2001}}

@mastersthesis{Marko,
	Author = {Florent Divardjian and Marko Novakovic},
	Date-Modified = {2014-05-22 14:34:57 +0000},
	Keywords = {CCRIF},
	School = {ENSAE Paristech},
	Title = {{Etude d'une police d'assurance pour les risques de catastrophes naturelles dans les Cara{\"\i}bes}},
	Year = {2013}}

@proceedings{report1,
	Date-Modified = {2014-05-22 14:36:44 +0000},
	Key = {z1},
	Keywords = {Jamaica},
	Publisher = {Economic Commission for Latin America and the Caribbean, Subregional Headquarters for the Caribbean, Caribbean Development and Cooperation Commitee},
	Title = {{Jamaica : Assessment of the damage caused by flood rains and landslides in assoication with hurricane Michelle}},
	Year = {2001}}

@misc{report_weather,
	Date-Modified = {2014-05-22 14:36:28 +0000},
	Key = {z2},
	Keywords = {Jamaica},
	Publisher = {The World Bank},
	Title = {{Weather index insurance for agriculture : Guidance for Development Practitionners}},
	Year = {2011}}

@mastersthesis{Valat,
	Author = {Cl{\'e}mentine Valat},
	Date-Modified = {2014-05-22 14:36:15 +0000},
	Keywords = {Actuariat},
	School = {Institut de Science Financi{\`e}re et d'Assurances},
	Title = {{Tarification des trait{\'e}s catastrophes au Canada}},
	Year = {2008}}
